SIOAX vs. ASFYX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SIOAX is managed by BlackRock. It was launched on Apr 8, 2012. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SIOAX vs. ASFYX - Performance Comparison
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SIOAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 5.33% | 14.33% | -2.11% | 6.77% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, SIOAX achieves a 0.35% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, SIOAX has outperformed ASFYX with an annualized return of 5.05%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
SIOAX
- 1D
- 0.00%
- 1M
- -2.01%
- YTD
- 0.35%
- 6M
- 2.06%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.72%
- 10Y*
- 5.05%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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SIOAX vs. ASFYX - Expense Ratio Comparison
SIOAX has a 0.80% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SIOAX vs. ASFYX — Risk / Return Rank
SIOAX
ASFYX
SIOAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SIOAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.27 | +1.96 |
Sortino ratioReturn per unit of downside risk | 2.97 | 0.42 | +2.55 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.06 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 0.18 | +2.21 |
Martin ratioReturn relative to average drawdown | 10.79 | 0.29 | +10.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIOAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.27 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.17 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.15 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.31 | +0.75 |
Correlation
The correlation between SIOAX and ASFYX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SIOAX vs. ASFYX - Dividend Comparison
SIOAX's dividend yield for the trailing twelve months is around 4.92%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
SIOAX vs. ASFYX - Drawdown Comparison
The maximum SIOAX drawdown since its inception was -22.10%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SIOAX and ASFYX.
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Drawdown Indicators
| SIOAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.10% | -36.43% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -13.51% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -36.43% | +18.86% |
Max Drawdown (10Y)Largest decline over 10 years | -22.10% | -36.43% | +14.33% |
Current DrawdownCurrent decline from peak | -2.25% | -24.28% | +22.03% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -13.10% | +10.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 8.26% | -7.55% |
Volatility
SIOAX vs. ASFYX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) is 1.09%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that SIOAX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIOAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 3.82% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 1.86% | 10.00% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 13.00% | -9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 13.67% | -9.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 12.68% | -7.62% |